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His significant contributions to the field include authoring Quantitative Finance: A Simulation-Based Introduction Using Excel in 2014, [6] 9 book chapters, and publishing over 80 papers. [7] Davison has 23 PhD students graduated from his research group, and 4 PhD students in current progress. [5]
He remained a Research Director of the Quantitative Finance Research Centre at the University of Technology Sydney from 1998 until 2021 and has held the position of emeritus Professor of Quantitative Finance since 2021. [1] Platen founded the Quantitative Methods in Finance annual conference series in 1993, where he served as chair for 25 years.
His textbook Stochastic Calculus for Finance is used by numerous graduate programs in quantitative finance. [3] [4] The book was voted "Best New Book in Quantitative Finance" in 2004 by members of Wilmott website, and has been highly praised by scholars in the field. [5] Shreve is a Fellow of the Institute of Mathematical Statistics. [6]
Leif B. Andersen is an academic and researcher in the field of quantitative finance. He serves as the Global Co-Head of the Quantitative Strategies & Data Group at Bank of America and an adjunct professor at NYU Courant Institute of Mathematical Sciences, where he served as the adviser of the Mathematics in Finance industry, [1] [2] and in Carnegie Mellon University ' s MS in Computational ...
Paul Wilmott (born 8 November 1959) [1] is an English researcher, consultant and lecturer in quantitative finance. [2] He is best known as the author of various academic and practitioner texts on risk and derivatives, [2] for Wilmott magazine and Wilmott.com, a quantitative finance portal, and for his prescient warnings about the misuse of mathematics in finance.
Boyle is best known for initiating the use of Monte Carlo methods in option pricing. Other well-known contributions in the area of quantitative finance include the use of the Trinomial method to price options. [8] His seminal work on Monte Carlo-based option pricing facilitated the 1980s explosion in the world of derivatives. [9]
Damir Filipović (born 1970 in Switzerland) is a Swiss mathematician specializing in quantitative finance. He holds the Swissquote Chair in Quantitative Finance and is the director of the Swiss Finance Institute at EPFL (École Polytechnique Fédérale de Lausanne). [1] [2] [3]
John C. Hull is a professor of Derivatives and Risk Management at the Rotman School of Management at the University of Toronto. [3] [4]He is a respected researcher in the academic field of quantitative finance (see for example the Hull-White model) and is the author of two books on financial derivatives that are widely used texts for market practitioners: "Options, Futures, and Other ...
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